-10.1%
CEG vs NVT
+66.6%
-76.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.8% |
| 7D | +0.3% | +2.0% | -1.7% | -0.5% |
| 30D | +2.9% | -7.2% | +10.1% | +5.8% |
| 3M | +18.2% | -0.9% | +19.1% | +16.7% |
| 6M | -9.5% | +42.6% | -52.1% | -27.5% |
| YTD | -18.7% | +52.9% | -71.6% | -39.1% |
| 1Y | -10.1% | +64.5% | -74.6% | -36.9% |
| All | -10.1% | +66.6% | -76.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling